-26.4%
APP vs TMF
-30.5%
+4.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.3% |
| 7D | +4.6% | -9.3% | +13.8% | +7.4% |
| 30D | +56.0% | +1.9% | +54.1% | +55.5% |
| 3M | +30.8% | -11.2% | +42.1% | +34.9% |
| 6M | -9.8% | -17.7% | +7.9% | -6.9% |
| YTD | -39.3% | -24.5% | -14.8% | -36.9% |
| 1Y | -26.4% | -29.4% | +3.0% | -21.5% |
| All | -26.4% | -30.5% | +4.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling